| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2280601.9199 | 2292865.1068 | -12263.187 | 456190.4746 | 1761446.0862 | -1305255.6116 |
| Total P&L (%) | 2280.6019 | 2292.8651 | -12.2632 | 456.1905 | 1761.4461 | -1305.2556 |
| Avg Daily Profit (%) | 1.0951 | 1.101 | -0.0059 | 0.0824 | 0.1405 | 0 |
| Buy And Hold Return (%) | 463.2184 | 463.2184 | 463.2184 | 463.2184 | 463.2184 | 463.2184 |
| Max Trade Drawdown | -189865 | -108826 | -120054 | -3355820 | -1967585 | -1709251 |
| Profit Factor | 3.4492 | 6.1755 | 0.9749 | 1.0483 | 1.3845 | 0.7313 |
| Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
| Profitability (%) | 33.5616 | 31.5068 | 35.6164 | 33.5616 | 31.5068 | 35.6164 |
| Ratio Avg Win / Avg Loss | 6.8281 | 13.425 | 1.7623 | 2.0753 | 3.0098 | 1.322 |
| Largest Winning Trade | 2188348 | 2188348 | 48535 | 3551613 | 3551613 | 504994 |
| Largest Losing Trade | -39574 | -34737 | -39574 | -1033521 | -820109 | -1033521 |
| Avg Bars in Trades | 169 | 164 | 174 | 169 | 164 | 174 |
| Avg Bars in Winners | 334 | 336 | 331 | 334 | 336 | 331 |
| Avg Bars in Losers | 86 | 85 | 87 | 86 | 85 | 87 |
| Bars Traded | 24779 | 12041 | 12737 | 24779 | 12041 | 12737 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454008 | -58572 | -655551 | -420933 | -84886 | -656663 |
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579449600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758902993772,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 0,
"a": 0.04898
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 60,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
2280601.91985318,
2292865.1068150597,
-12263.1869618785,
456190.4745964432,
1761446.0861708708,
-1305255.6115744282
],
[
2280.60192,
2292.865107,
-12.263187,
456.190475,
1761.446086,
-1305.255612
],
[
1.095127,
1.101016,
-0.005889,
0.082432,
0.140504,
0
],
[
463.218391,
463.218391,
463.218391,
463.218391,
463.218391,
463.218391
],
[
-189865,
-108826,
-120054,
-3355820,
-1967585,
-1709251
],
[
3.449249,
6.175493,
0.974877,
1.048331,
1.38453,
0.731319
],
[
146,
73,
73,
146,
73,
73
],
[
49,
23,
26,
49,
23,
26
],
[
97,
50,
47,
97,
50,
47
],
[
33.561644,
31.506849,
35.616438,
33.561644,
31.506849,
35.616438
],
[
6.828105,
13.424985,
1.762277,
2.075268,
3.009848,
1.322
],
[
2188348,
2188348,
48535,
3551613,
3551613,
504994
],
[
-39574,
-34737,
-39574,
-1033521,
-820109,
-1033521
],
[
169,
164,
174,
169,
164,
174
],
[
334,
336,
331,
334,
336,
331
],
[
86,
85,
87,
86,
85,
87
],
[
24779,
12041,
12737,
24779,
12041,
12737
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454008,
-58572,
-655551,
-420933,
-84886,
-656663
]
]
}
{
"trading_pair": "CHZ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579449600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758902993772,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 101,
"offset": 0,
"a": 0.04898
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 60,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|